+24.4%
IOT vs SIRI
-22.6%
+47.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | -4.5% | +0.6% | -5.1% | -4.6% |
| 30D | -2.4% | +2.5% | -4.9% | -3.2% |
| 3M | +19.0% | +6.6% | +12.4% | +17.4% |
| 6M | +19.6% | +32.9% | -13.2% | +12.2% |
| YTD | +8.3% | +50.5% | -42.2% | -1.8% |
| 1Y | -0.8% | +28.0% | -28.8% | -6.8% |
| 3Y | +24.4% | -22.4% | +46.8% | +31.0% |
| All | +24.4% | -22.6% | +47.0% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SIRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling